Description

This analysis provides a forecast of SPY prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-12-21 630.728070 645.910845 660.843556 676.631435 692.844990 709.005905 726.328245
2025-12-28 608.583231 630.818898 652.982778 676.731747 701.457047 726.439064 753.588029
2026-01-04 594.536197 621.723470 649.089060 678.700747 709.841175 741.621178 776.511055
2026-01-11 584.188819 615.392240 647.056108 681.599542 718.231903 755.930201 797.671560
2026-01-18 574.645147 609.209419 644.532465 683.343229 724.803496 767.783426 815.729859
2026-01-25 567.693877 605.303870 643.985010 686.759436 732.757413 780.758154 834.669662
2026-02-01 560.680211 600.965098 642.638952 688.994444 739.146471 791.800906 851.308392
2026-02-08 554.450218 597.180323 641.622800 691.328572 745.409317 802.510490 867.419114
2026-02-15 547.970584 592.881236 639.827450 692.602084 750.325533 811.596596 881.625514
2026-02-22 542.144848 589.090081 638.396866 694.093024 755.316722 820.629994 895.665262
2026-03-01 536.253443 585.049112 636.530487 694.949321 759.470611 828.630432 908.475726
2026-03-08 530.055630 580.510637 633.970553 694.898577 762.494946 835.280425 919.705719
2026-03-15 525.343588 577.506396 633.006567 696.528620 767.313807 843.871937 933.081075
2026-03-22 519.773719 573.426758 630.740003 696.603503 770.307496 850.361916 944.055673
2026-03-29 515.863297 571.089733 630.312198 698.638523 775.412585 859.147627 957.569870
2026-04-05 512.834070 569.649834 630.805681 701.633314 781.535814 869.034900 972.311589
2026-04-12 509.146023 567.385595 630.300643 703.434784 786.256748 877.306000 985.206801
2026-04-19 506.817463 566.583014 631.375252 706.964253 792.889513 887.711616 1000.529521
2026-04-26 503.789390 564.921181 631.421015 709.273399 798.094414 896.474590 1013.975413
2026-05-03 500.965880 563.428225 631.601522 711.684986 803.376513 905.302720 1027.495538
2026-05-10 497.534205 561.179734 630.867883 713.000774 807.362838 912.624637 1039.275582
2026-05-17 494.377785 559.187292 630.372957 714.541222 811.567710 920.172414 1051.311573
2026-05-24 490.906792 556.777416 629.349505 715.425958 814.977596 926.780374 1062.250328